+127.6%
HPQ vs STLA
+152.6%
-25.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +1.2% |
| 7D | -1.9% | -13.1% | +11.2% | +1.4% |
| 30D | -5.7% | -13.3% | +7.5% | -2.9% |
| 3M | -0.4% | -27.9% | +27.4% | +7.0% |
| 6M | +40.0% | -47.8% | +87.9% | +62.0% |
| YTD | +34.6% | -64.6% | +99.2% | +68.4% |
| 1Y | +20.4% | -64.0% | +84.4% | +49.9% |
| 3Y | +18.3% | -76.8% | +95.2% | +59.3% |
| 5Y | +9.6% | -74.2% | +83.7% | +41.0% |
| 10Y | +156.3% | -5.4% | +161.7% | +155.3% |
| All | +127.6% | +152.6% | -25.0% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling